Continuity of the quenching time for a parabolic equation with a nonlinear boundary condition and a potential.
In this paper, we consider the following initial-boundary value problem [...] where Ω is a bounded domain in RN with smooth boundary ∂Ω, p > 0, Δ is the Laplacian, v is the exterior normal unit vector on ∂Ω. Under some assumptions, we show that the solution of the above problem quenches in a finite time and estimate its quenching time. We also prove the continuity of the quenching time as a function of the initial data u0. Finally, we give some numerical results to illustrate our analysis.
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.
A high-order compact finite difference scheme for a fully nonlinear parabolic differential equation is analyzed. The equation arises in the modeling of option prices in financial markets with transaction costs. It is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. The proof is based on a careful study of the discretization matrices and on an abstract convergence result due to Barles and Souganides.
We present here a discretization of a nonlinear oblique derivative boundary value problem for the heat equation in dimension two. This finite difference scheme takes advantages of the structure of the boundary condition, which can be reinterpreted as a Burgers equation in the space variables. This enables to obtain an energy estimate and to prove the convergence of the scheme. We also provide some numerical simulations of this problem and a numerical study of the stability of the scheme, which appears...
We present here a discretization of a nonlinear oblique derivative boundary value problem for the heat equation in dimension two. This finite difference scheme takes advantages of the structure of the boundary condition, which can be reinterpreted as a Burgers equation in the space variables. This enables to obtain an energy estimate and to prove the convergence of the scheme. We also provide some numerical simulations of this problem and a numerical study of the stability of the scheme, which appears...
We study high-order numerical methods for solving Hamilton-Jacobi equations. Firstly, by introducing new clear concise nonlinear weights and improving their convex combination, we develop WENO schemes of Zhu and Qiu (2017). Secondly, we give an algorithm of constructing a convergent adaptive WENO scheme by applying the simple adaptive step on the proposed WENO scheme, which is based on the introduction of a new singularity indicator. Through detailed numerical experiments on extensive problems including...
We consider the initial value problem for degenerate viscous and inviscid scalar conservation laws where the flux function depends on the spatial location through a “rough” coefficient function . We show that the Engquist-Osher (and hence all monotone) finite difference approximations converge to the unique entropy solution of the governing equation if, among other demands, is in , thereby providing alternative (new) existence proofs for entropy solutions of degenerate convection-diffusion equations...
We consider the initial value problem for degenerate viscous and inviscid scalar conservation laws where the flux function depends on the spatial location through a "rough"coefficient function k(x). We show that the Engquist-Osher (and hence all monotone) finite difference approximations converge to the unique entropy solution of the governing equation if, among other demands, k' is in BV, thereby providing alternative (new) existence proofs for entropy solutions of degenerate convection-diffusion...
In this paper, the evolution equations with nonlinear term describing the resonance interaction between the long wave and the short wave are studied. The semi-discrete and fully discrete Crank-Nicholson Fourier spectral schemes are given. An energy estimation method is used to obtain error estimates for the approximate solutions. The numerical results obtained are compared with exact solution and found to be in good agreement.